JP Morgan Put 290 APD 17.12.2021/  DE000JN0CSQ7  /

EUWAX
12/3/2021  9:21:23 AM Chg.- Bid8:26:00 AM Ask8:26:00 AM Underlying Strike price Expiration date Option type
0.610EUR - 0.520
Bid Size: 5,000
0.820
Ask Size: 5,000
Air Products & Chemi... 290.00 USD 12/17/2021 Put

Master data

WKN: JN0CSQ
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: Air Products & Chemicals Inc
Type: Warrant
Option type: Put
Strike price: 290.00 USD
Maturity: 12/17/2021
Issue date: 5/13/2021
Last trading day: 12/16/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -31.51
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.12
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.12
Time value: 0.69
Break-even: 248.33
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 1.11
Spread abs.: 0.20
Spread %: 24.69%
Delta: -0.73
Theta: -0.43
Omega: -22.99
Rho: -0.07
 

Quote data

Open: 0.610
High: 0.610
Low: 0.610
Previous Close: 0.700
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+74.29%
1 Month  
+64.86%
3 Months
  -73.25%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.700 0.350
1M High / 1M Low: 0.700 0.150
6M High / 6M Low: 3.180 0.150
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.330
Avg. volume 1M:   0.000
Avg. price 6M:   1.505
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   389.39%
Volatility 6M:   222.02%
Volatility 1Y:   -
Volatility 3Y:   -